My Hudson servers run on windows, so I use Robocopy for this. I have it mirror all files in each build server's hudson home, excluding job workspace directories. Since the backups are going to a central place, I have a scheduled task on a fileserver that runs my script nightly, and the Hudson servers are unaware of the process.
The script has one entry per hudson machine:
robocopy path-to-buildserver-hudson-home backup-folder-path\buildserver-name /ZB /E /NP /R:1 /W:5 "/LOG:%~dp0backup_log.txt" /TEE /XD workspace
Note: after the first machine, it becomes /LOG+: instead of /LOG: so that the next ones append to the log.
This mirrors without deleting files that don't exist in source, so even if Hudson is setup to delete build results after X months or Y builds, the backups could still have the full history...as well as logs to console and a file, and is resumable if it gets interrupted. It's handy. If you didn't want it to retain files Hudson has deleted, you could use /MIR instead of /E.
I'm sure similar tools for robust copies or mirroring exist on other platforms. Ant is probably sufficient if done right.